The Interval Market Model in Mathematical Finance Game-Theoretic Methods /
Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion "Samuelson" market model (also known as the Black-Scholes model because it is used in that m...
Clasificación: | Libro Electrónico |
---|---|
Autores principales: | Bernhard, Pierre (Autor), Engwerda, Jacob C. (Autor), Roorda, Berend (Autor), Schumacher, J.M (Autor), Kolokoltsov, Vassili (Autor), Saint-Pierre, Patrick (Autor), Aubin, Jean-Pierre (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York, NY :
Springer New York : Imprint: Birkhäuser,
2013.
|
Edición: | 1st ed. 2013. |
Colección: | Static & Dynamic Game Theory: Foundations & Applications,
|
Temas: | |
Acceso en línea: | Texto Completo |
Ejemplares similares
-
Introduction to Quantitative Methods for Financial Markets
por: Albrecher, Hansjoerg, et al.
Publicado: (2013) -
The Consistent Preferences Approach to Deductive Reasoning in Games
por: Asheim, Geir B.
Publicado: (2006) -
Advances in Dynamic and Evolutionary Games Theory, Applications, and Numerical Methods /
Publicado: (2016) -
Modeling, Dynamics, Optimization and Bioeconomics I Contributions from ICMOD 2010 and the 5th Bioeconomy Conference 2012 /
Publicado: (2014) -
The Statistical Mechanics of Financial Markets
por: Voit, Johannes
Publicado: (2005)